Install Leiningen and read the tutorial. You'll need Lein to build programs and run them at the command line, and also to use Clojure libraries.

If you need a more powerful development environment (with a learning curve to match), try Emacs, the choice of many experienced Clojurians. If you want a standard IDE, there are plugins for Eclipse, Netbeans, and IntelliJ, among others.

Getting Started is community-maintained. If you are a member, feel free to update or add (tested, correct) instructions to any of these pages. If you are not a member feel free to send suggestions (or edits in HTML or markdown) to Chris Redinger (Email chris at thinkrelevance.com).